A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa

 

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dc.contributor.advisor Toerien, Francois en_ZA
dc.contributor.author Dhai, Riaz en_ZA
dc.date.accessioned 2015-01-10T06:44:19Z
dc.date.available 2015-01-10T06:44:19Z
dc.date.issued 2009 en_ZA
dc.identifier.citation Dhai, R. 2009. A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/11879
dc.description Includes abstract. en_ZA
dc.description Includes bibliographical references (leaves 76-79). en_ZA
dc.description.abstract The aim of this study is to identify whether there is a difference in performance between shares meeting the Islamic investing criteria and the market in an emerging market context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and Financial/Industrial Index in a two factor model (3) a four factor model developed by Carhart (1997) that accounts for size, growth and momentum in the market in addition to the All Share Index. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Financial Management en_ZA
dc.title A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Management Studies en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MCom en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Dhai, R. (2009). <i>A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/11879 en_ZA
dc.identifier.chicagocitation Dhai, Riaz. <i>"A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2009. http://hdl.handle.net/11427/11879 en_ZA
dc.identifier.vancouvercitation Dhai R. A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2009 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11879 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Dhai, Riaz AB - The aim of this study is to identify whether there is a difference in performance between shares meeting the Islamic investing criteria and the market in an emerging market context. The proxy for the Islamic market is the FTSE South Africa Islamic Index. The returns on this index are compared to three proxies for the market using single and multiple regression models: (1) the All Share Index on the JSE in a single factor regression (2) the Resources Index and Financial/Industrial Index in a two factor model (3) a four factor model developed by Carhart (1997) that accounts for size, growth and momentum in the market in addition to the All Share Index. DA - 2009 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2009 T1 - A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa TI - A comparison of the performance of the FTSE South Africa Islamic Index to the market in South Africa UR - http://hdl.handle.net/11427/11879 ER - en_ZA


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